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About KPMG in India KPMG entities in India are professional services firm(s). These Indian member firms are affiliated with KPMG International Limited. KPMG was established in India in August 1993. Our professionals leverage the global network of firms, and are conversant with local laws, regulations, markets and competition. KPMG has offices across India in Ahmedabad, Bengaluru, Chandigarh, Chennai, Gurugram, Jaipur, Hyderabad, Jaipur, Kochi, Kolkata, Mumbai, Noida, Pune, Vadodara and Vijayawada. KPMG entities in India offer services to national and international clients in India across sectors. We strive to provide rapid, performance-based, industry-focused and technology-enabled services, which reflect a shared knowledge of global and local industries and our experience of the Indian business environment. Why Choose KPMG India? Dynamic Work Environment : Be a part of an innovative team that values creativity and fresh ideas. ‍ Growth Opportunities : We provide excellent training, mentorship, and career advancement. Attractive Benefits : Competitive salaries, health insurance, and more! ️ KPMG is hiring individuals for projects with Multinational Investment Banks. >> ROLE & RESPONSIBILITIES Ensuring E2E delivery - requirement gathering, test execution plan, defining scope, identifying risks, dependencies and aligning stakeholder expectations throughout the lifecycle of the project Engage in Finance architecture roll out projects and define As-Is and To-Be mapping Involve in extensive analysis of the Client data and drive insights for the system implementation Job Description: 1-10 years of experience as a Business analyst in Investment Banking/Capital Markets/Market risk/CCR/IRRBB/Complaince/IT/Data Governance/Data Lineage domain. Good working knowledge on Equities, Fixed income, Prime Brokerage, Repo, OTC Derivatives Good exposure over New, Amendment, Cancellation, Novation Step In and Step Out & Trade Unwind Good experience in documentation of project artefacts like BRDs, FSDs and defining UAT phases Proficient in Alteryx, Power BI and SQL Exposure to Project Management principles and deliverables in Agile and Waterfall methodology Excellent communication and stakeholder management skills Market risk: Strong understanding of capital market products and derivatives across asset classes  Good knowledge of the Market Risk domain with project experience in areas like computation of risk measures (VaR, IRC, ES etc.), management of risk limits, risk reporting etc.  Good understanding of the Basel norms, particularly FRTB and Basel 2.5 standards CCR: Experience of validated counterparty exposure on a daily, monthly, and quarterly basis using various metrics including Exposure metrics (PFE, EPE, EEPE, EAD etc ) and VAR computation using both Internal Model (IMM) and Standardized approaches like CEM. Hands-on Experience of Exposure Calculation (EAD/PFE) at Portfolio level for both Modeled (IMM) & Non-Modeled (CEM/SACCR , Credit VAR ,CEF) transactions. Working knowledge of calculating & reporting default risk for traded products. Understanding of adjustments at the counterparty level where traded product exposure (derivatives, debt and equity financing) was found to be erroneous and material to mitigate impact on risk monitoring, CVA, and RWA. Data Governance/Data Lineage: Candidates having data management and governance experience. Please use BCBS239 as keyword as someone who has worked on BCBS239 will know all principals of data aggregation. BCBS239, Regulatory reporting, Data Quality Management Framework, Data Management Framework, metadata, Data Stewards, data sourcing, data management, data management policy & standards, Data Governance, Data Quality controls, Critical Data Elements (CDEs), Critical Data Attributes (CDAs), enterprise data model, data glossary, data lineage, data quality requirements, data quality issues, Data Service Level Agreement (DSLA), data Aggregation. IRRBB: Proven experience in liquidity risk, risk modeling or model validation. Assess the model's conceptual soundness and methodology. Models - Liquidity Risk Models (LCR, NSFR, ILAAP), Interest Rate Risk in Banking Book (IRRBB) Models, Stress Test Models etc. Produce high quality model validation reports, with a particular focus on noting limitations, weakness and assumptions. Understanding of Interest rate risk Metrics like NII (Net Interest Income), EVE (Economic Value of Equity), Basis risk, option risk etc. is required. Behavioralisation of products, prepayment risk etc. Strong understanding of regulations and guidelines like SR 11-7 or other equivalent guidelines for model risk management. >> QUALIFICATION MBA or Master’s / Doctorate Degree in fields such as Mathematics, Statistics, Econometrics, Finance or Operations Research People with CFA/ FRM degrees will be preferred Knowledge of risk management functions across different lines of business in banking industry >> SELECTION PROCESS Candidates should expect minimum 3 rounds of personal or telephonic interviews to assess fitment and communication skills >> COMPENSATION Compensation is competitive with industry standards Details of the compensation breakup will be shared with short-listed candidates only >> PEOPLE BENEFITS Continuous learning program Driving a culture of recognition through ‘ENCORE’ our quarterly rewards and recognition program Comprehensive medical insurance coverage for staff and family Expansive general and accidental coverage for staff Executive Health checkup (Manager & above, and for staff above the age of 30) Les Concierge desks Internal & Global mobility Various other people friendly initiatives Strong commitment to our Values such as CSR initiatives The opportunity is now! If you are interested in being part of a dynamic team, serving clients and reaching your full potential – KPMG Advisory Services is for you!